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Communications dans une conférence (2016), 10th International Conference on Computational and Financial Econometrics

Robust Inference in Structural VARs with Long-Run Restrictions

CHEVILLON Guillaume , MAVROEIDIS S., ZHAN Z.

CHEVILLON, G., MAVROEIDIS, S. and ZHAN, Z. (2016). Robust Inference in Structural VARs with Long-Run Restrictions. In: 10th International Conference on Computational and Financial Econometrics.